+8,164.6%
AMD vs ELF
+335.0%
+7,829.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.4% | +7.3% |
| 7D | +13.1% | +4.3% | +8.9% | +12.2% |
| 30D | -7.0% | +7.7% | -14.7% | -8.5% |
| 3M | +16.6% | +24.7% | -8.1% | +9.7% |
| 6M | +20.5% | +114.6% | -94.1% | -3.0% |
| YTD | +158.2% | +55.8% | +102.4% | +122.5% |
| 1Y | +132.8% | +51.9% | +80.9% | +101.8% |
| 3Y | +366.2% | +24.6% | +341.7% | +275.5% |
| 5Y | +278.7% | +279.2% | -0.5% | +109.6% |
| 10Y | +8,164.6% | +338.7% | +7,825.8% | +3,846.7% |
| All | +8,164.6% | +335.0% | +7,829.5% | +3,846.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling